Job Description
As a Senior Analyst in Middle Office in Capital Markets and Treasury Risk Management team at National Bank, you’ll be a specialist in Market Risk. With your rigor, resourcefulness, and innovation, your experience of financial markets and your knowledge of market risk measurement calculations (P&L, Greeks, VAR), you’ll have a positive impact on the bank risk management.
Your role:
- Run the daily production and analysis of Risk, Compliance, and P&L report
- Support ongoing investigations and validations link to the different risk measures (VaR, stressed VaR, stress-testing, back-testing, greeks, P&L)
- Evaluate and do the follow up on compliance limits and risk covering of a wide range of assets class and portfolios including equity, derivatives, fixed income, commodities and FX
- Develop IT process and participate in process migration to AWS
- Collaborate with various sectors of the Bank: Front Office, Risk Ov...